+166.4%
IWM vs MRK
+230.6%
-64.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | -4.6% | +8.3% | -12.8% | -7.2% |
| 3M | -0.3% | +20.0% | -20.3% | -6.3% |
| 6M | +14.7% | +25.7% | -10.9% | +6.0% |
| YTD | +17.8% | +38.7% | -20.9% | +5.1% |
| 1Y | +21.2% | +74.7% | -53.5% | -0.2% |
| 3Y | +62.3% | +45.4% | +17.0% | +38.6% |
| 5Y | +38.7% | +129.0% | -90.3% | -5.5% |
| All | +166.4% | +230.6% | -64.3% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling